Grace and Banfield are reporting on the Cleveland kidnappings in the segment, but as CNN's chyron clearly indicates, they're both in Phoenix. Not just both within the city limits: In the same parking lot.
It seems that Grace and Banfield are sitting in the same parking lot, facing in the same direction, and judging by the speed of the vehicles in their shots, they cannot be sitting more than 30 feet away from each other. Yet, they're behaving as if the are on opposite sides of the world. Here's an artist's representation of the warp in space time punditry.
Later, Bump and Bennett chronicle, Banfield (without Grace this time) did a split-screen interview with a third reporter in the same parking lot, a fourth reporter across the street, at the courthouse, and a fifth reporter somewhere else in Phoenix.
In CNN's defense, they never lie about the fact that both women are in the same parking lot. The text on the screen clearly says Phoenix. On the other hand, LMAO.